+604.3%
MTUM vs UVXY
-100.0%
+704.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.1% | +0.5% |
| 7D | +0.7% | +2.8% | -2.1% | +1.1% |
| 30D | -2.4% | -11.4% | +8.9% | -3.7% |
| 3M | -3.6% | -41.5% | +37.9% | -8.8% |
| 6M | +23.7% | -61.0% | +84.7% | +13.2% |
| YTD | +22.9% | -49.8% | +72.8% | +17.6% |
| 1Y | +21.8% | -66.4% | +88.2% | +12.7% |
| 3Y | +114.4% | -94.8% | +209.2% | +88.2% |
| 5Y | +79.6% | -99.7% | +179.3% | +29.4% |
| 10Y | +356.2% | -100.0% | +456.2% | +145.2% |
| All | +604.3% | -100.0% | +704.3% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling